An Evolutionary Multitasking-Based Feature Selection Method for High-Dimensional Classification.

Feature selection (FS) is an important data preprocessing technique in data mining and machine learning, which aims to select a small subset of information features to increase the performance and reduce the dimensionality. Particle swarm optimization (PSO) has been successfully applied to FS due to being efficient and easy to implement. However, most of the existing PSO-based FS methods face the problems of trapping into local optima and computationally expensive high-dimensional data. Multifactorial optimization (MFO), as an effective evolutionary multitasking paradigm, has been widely used for solving complex problems through implicit knowledge transfer between related tasks. Inspired by MFO, this study proposes a novel PSO-based FS method to solve high-dimensional classification via information sharing between two related tasks generated from a dataset. To be specific, two related tasks about the target concept are established by evaluating the importance of features. A new crossover operator, called assortative mating, is applied to share information between these two related tasks. In addition, two mechanisms, which are variable-range strategy and subset updating mechanism, are also developed to reduce the search space and maintain the diversity of the population, respectively. The results show that the proposed FS method can achieve higher classification accuracy with a smaller feature subset in a reasonable time than the state-of-the-art FS methods on the examined high-dimensional classification problems.